+1,789.0%
TSM vs ROST
+308.0%
+1,481.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.2% |
| 7D | +4.8% | -2.2% | +7.0% | +5.6% |
| 30D | +4.0% | -11.4% | +15.5% | +8.1% |
| 3M | +2.0% | -1.6% | +3.6% | +2.0% |
| 6M | +25.5% | +6.8% | +18.7% | +21.7% |
| YTD | +44.0% | +25.8% | +18.2% | +31.9% |
| 1Y | +75.4% | +52.4% | +23.0% | +50.2% |
| 3Y | +406.7% | +94.4% | +312.4% | +298.0% |
| 5Y | +285.0% | +108.2% | +176.8% | +187.6% |
| All | +1,789.0% | +308.0% | +1,481.0% | +1,064.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling